Sfoglia per Autore
An Extension of Multidimensional Scaling to Several Distance Matrices, and its Application to the Italian Banking Sector.
2018 Berti, Alessandro; Loperfido, NICOLA MARIA RINALDO
Kurtosis Maximization for Outlier Detection in GARCH Models.
2018 Loperfido, NICOLA MARIA RINALDO
An Algorithm for Finding Projections with Extreme Kurtosis
2018 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Skewness-Based Projection Pursuit: a Computational Approach
2018 Loperfido, NICOLA MARIA RINALDO
Some Remarks on the R² for Clustering.
2018 Loperfido, NICOLA MARIA RINALDO; Tarpey, Thaddeus
Third Cumulant for Multivariate Aggregate Claims Models
2018 Loperfido, NICOLA MARIA RINALDO; Mazur, Stepan; Podgórski, Krzysztof
A New Kurtosis Matrix, with Statistical Applications
2017 Loperfido, NICOLA MARIA RINALDO
Data Breaches: Goodness of Fit, Pricing, and Risk Measurement
2017 Eling, Martin; Loperfido, NICOLA MARIA RINALDO
An Algorithm for Finding Projections with Extreme Kurtosis
2016 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Self-Consistency and a Generalized Principal Subspace Theorem
2015 Thaddeus, Tarpey; Loperfido, NICOLA MARIA RINALDO
Modelling multivariate skewness in financial returns: a SGARCH approach
2015 G., De Luca; Loperfido, NICOLA MARIA RINALDO
Skewed Distributions in Finance and Actuarial Science: a Review
2015 C., Adcock; M., Eling; Loperfido, NICOLA MARIA RINALDO
Vector-Valued Skewness for Model-Based Clustering
2015 Loperfido, NICOLA MARIA RINALDO
Singular value decomposition of the third multivariate moment
2015 Loperfido, NICOLA MARIA RINALDO
A Probability Inequality Related to Mardia's Kurtosis
2014 Loperfido, NICOLA MARIA RINALDO
Testing for Normality when the Sampled Distribution is Extended Skew-Normal
2014 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Linear transformations to symmetry
2014 Loperfido, NICOLA MARIA RINALDO
Improved Approximation of the Sum of Random Vectors by the Skew-Normal Distribution
2014 Marcus, Christiansen; Loperfido, NICOLA MARIA RINALDO
A Note on the Fourth Cumulant of a Finite Mixture Distribution.
2014 Loperfido, NICOLA MARIA RINALDO
Skewness and the Linear Discriminant Function
2013 Loperfido, NICOLA MARIA RINALDO
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